讲座题目

A Composite Time Scaling Transform for Switching Time Optimal Control Problems

主办单位

数理与统计学院

协办单位

统计与数据计算系

讲座时间

6月3日9:00-10:00

主讲人

Kok Lay Teo教授

讲座地点

行政楼506室

主讲人简介

Kok Lay Teo （张国礼）马来西亚双威大学数学科学学院教授，澳大利亚科廷大学（Curtin University）数学与统计系杰出教授（John Curtin Distinguished Professor）。博士毕业于加拿大渥太华大学（University of Ottawa），1998年至2005年任香港理工大学应用数学系的首席教授和系主任，2005年至2010年任科廷大学数学与统计系的首席教授和系主任。张教授主要从事最优控制、优化理论与应用、通讯信号处理、金融优化决策理论等方面研究。出版英文专著5本，发表高水平科研论文450余篇，应邀做主题发言、大会报告和邀请报告20余次，作为大会主席组织多个专题国际学术大会。曾主持完成合计470万港元和近200万澳元的科研项目，领导开发了用于求解非线性最优控制问题的专门软件包MISER 3.3等。担任JIMO等4本国际期刊的主编，以及Automatica, JOGO, JOTA等10余本国际期刊的区域编辑以及编委。

讲座内容简介

The control parameterization technique used in conjunction with the time scaling transform is an effective computational method for solving various optimal control problems. More specifically, the control parameterization method approximates the control function as a piecewise constant function with its heights and switching times as decision variables. The time scaling transform maps variable time points into fixed time points in a new time horizon. Thus, the optimal control problem is approximated as an optimal parameter selection problem, which is a finite dimensional optimization problem, and hence can be solved by gradient-based optimization methods. However, the conventional time-scaling transformation requires that the switching times for all the control components switch simultaneously, which can be undesirable in practice. In this talk, we introduce a novel technique where the switching times for each of the control components can switch independently. This technique is referred to as the composite time scaling transform. To demonstrate the effectiveness and flexibility of the proposed approach, four example problems are solved using the method proposed. Numerical results show that the new method achieves much better objective function values with some increase in computation time compared to the conventional time-scaling transformation technique.